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Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Machine Learning · Computer Science 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam

Recently, significant advancements have been made in time-series forecasting research, with an increasing focus on analyzing the nature of time-series data, e.g, channel-independence (CI) and channel-dependence (CD), rather than solely…

Machine Learning · Computer Science 2023-08-04 Wei Li , Xiangxu Meng , Chuhao Chen , Jianing Chen

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Linear Independent Component Analysis (ICA) is a blind source separation technique that has been used in various domains to identify independent latent sources from observed signals. In order to obtain a higher signal-to-noise ratio, the…

Machine Learning · Computer Science 2023-12-04 Ambroise Heurtebise , Pierre Ablin , Alexandre Gramfort

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

Machine Learning · Computer Science 2025-11-04 Zixuan Ma , Chenfeng Huang

One of the main challenges in identifying structural changes in stochastic processes is to carry out analysis for time series with dependency structure in a computationally tractable way. Another challenge is that the number of true change…

Methodology · Statistics 2017-08-02 Jie Ding , Yu Xiang , Lu Shen , Vahid Tarokh

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of…

Machine Learning · Computer Science 2025-11-03 ChengAo Shen , Wenchao Yu , Ziming Zhao , Dongjin Song , Wei Cheng , Haifeng Chen , Jingchao Ni

Multivariate forecasting with Transformers faces a core scalability challenge: modeling cross-channel dependencies via attention compounds attention's quadratic sequence complexity with quadratic channel scaling, making full cross-channel…

Machine Learning · Computer Science 2026-05-12 Willa Potosnak , Nina Żukowska , Michał Wiliński , Dan Howarth , Ignacy Stępka , Mononito Goswami , Artur Dubrawski

Recently, multi-view representation learning has become a rapidly growing direction in machine learning and data mining areas. This paper introduces two categories for multi-view representation learning: multi-view representation alignment…

Machine Learning · Computer Science 2018-10-25 Yingming Li , Ming Yang , Zhongfei Zhang

In this work, we focus on robust time series representation learning. Our assumption is that real-world time series is noisy and complementary information from different views of the same time series plays an important role while analyzing…

Machine Learning · Computer Science 2023-08-25 Weiqi Zhang , Jianfeng Zhang , Jia Li , Fugee Tsung

Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based…

Machine Learning · Computer Science 2022-05-31 Ling Yang , Shenda Hong

Classification of sequences of temporal intervals is a part of time series analysis which concerns series of events. We propose a new method of transforming the problem to a task of multivariate series classification. We use one of the…

Machine Learning · Computer Science 2022-04-29 Jakub Michał Bilski , Agnieszka Jastrzębska

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

Time-series data exists in every corner of real-world systems and services, ranging from satellites in the sky to wearable devices on human bodies. Learning representations by extracting and inferring valuable information from these time…

Machine Learning · Computer Science 2026-05-19 Patara Trirat , Yooju Shin , Junhyeok Kang , Youngeun Nam , Jihye Na , Minyoung Bae , Joeun Kim , Byunghyun Kim , Jae-Gil Lee

Finding overcomplete latent representations of data has applications in data analysis, signal processing, machine learning, theoretical neuroscience and many other fields. In an overcomplete representation, the number of latent features…

Machine Learning · Computer Science 2021-06-10 Jesse A. Livezey , Alejandro F. Bujan , Friedrich T. Sommer

Time series forecasting is central to decision-making in domains as diverse as energy, finance, climate, and public health. In practice, forecasters face thousands of short, noisy series that vary in frequency, quality, and horizon, where…

Machine Learning · Computer Science 2025-10-08 Haokun Zhao , Xiang Zhang , Jiaqi Wei , Yiwei Xu , Yuting He , Siqi Sun , Chenyu You

Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang
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